Portable USB

Gunpoint appears to work from a USB drive. In Steam, copying the Steam\steamapps\common\Gunpoint\ folder or copying the folder structure of the DRM-free version will allow you to play portably on a USB drive or from a service such as Dropbox. Since settings and save games are stored within the \Settings\ and \Savegames\ folders, it should be fully portable.

Actually, it isn't: While the game itself is portable, the savegames are not: Absolute paths are stored in the savegames, so if the path changes (most probably, the driveletter in case of USB), errors will occur about inability to write to savefiles (to update them).